Related papers: Dependence Properties of B-Spline Copulas
Starting from an extension of the Poisson bracket structure and Kubo-Martin-Schwinger-property of classical statistical mechanics of continuous systems to spin systems, defined on a lattice, we derive a series of, as we think, new and…
Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes,…
We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is…
A new efficient orthogonalization of the B-spline basis is proposed and contrasted with some previous orthogonalized methods. The resulting orthogonal basis of splines is best visualized as a net of functions rather than a sequence of them.…
The scattering theory of the integrable statistical models can be generalized to the case of systems with extended lines of defect. This is done by adding the reflection and transmission amplitudes for the interactions with the line of…
We introduce and give a more or less complete study of a family of branching-Toeplitz operators on the Hilbert space $\ell^2(T_q)$ indexed by a rooted homogeneous tree $T_q$ of degree $q\ge 2$. The finite dimensional analogues of such…
When scholars study joint distributions of multiple variables, copulas are useful. However, if the variables are not linearly correlated with each other yet are still not independent, most of conventional copulas are not up to the task.…
We introduce a novel perspective by linking ordered probabilistic choice to copula theory, a mathematical framework for modeling dependencies in multivariate distributions. Each representation of ordered probabilistic choice behavior can be…
Given a weakly dependent stationary process, we describe the transition between a Berry-Esseen bound and a second order Edgeworth expansion in terms of the Berry-Esseen characteristic. This characteristic is sharp: We show that Edgeworth…
We constructed the one-particle spectral functions (diagonal and off-diagonal) which reproduce BCS for weak coupling and which take into account the effect of correlations on superconductivity in the attractive Hubbard model. The diagonal…
Copula models have been widely used to model the dependence between continuous random variables, but modeling count data via copulas has recently become popular in the statistics literature. Spearman's rho is an appropriate and effective…
We extend the notion of ascent-compatibility from symmetric groups to all Coxeter groups, thereby providing a type-independent framework for constructing families of modules of $0$-Hecke algebras. We apply this framework in type $B$ to give…
This paper provides a characterization of all possible dependency structures between two stochastically ordered random variables. The answer is given in terms of copulas that are compatible with the stochastic order and the marginal…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…
We consider a general class of two-dimensional spin systems, with continuous but not necessarily smooth, possibly long-range, $O(N)$-symmetric interactions, for which we establish algebraically decaying upper bounds on spin-spin…
We show that Bell correlations may arise as a special sort of selection artefact, produced by ordinary control of the initial state of the experiments concerned. This accounts for nonlocality, without recourse to any direct spacelike…
In this paper, we show that all odd-point correlation functions of the balanced Rudin--Shapiro sequence vanish and that all even-point correlation functions depend only on a single number, which holds for any weighted correlation function…
We extend the concept of exponential B-spline to complex orders. This extension contains as special cases the class of exponential splines and also the class of polynomial B-splines of complex order. We derive a time domain representation…
For each $\alpha \in \mathbb{R}$, $t \geq 1$, we show that there exists a unique $\mathbb{N}$-indexed line ensemble of random continuous curves $\mathbb{R}_{\le 0} \to \mathbb{R}$ with the following properties: (1) The top curve is…
A self-consistent set of equations for the one-electron self-energy in the ladder approximation is derived for the attractive Hubbard model in the superconducting state. The equations provide an extension of a T-matrix formalism recently…